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<table width="100%" summary="page for exchange.rates {VaR}"><tr><td>exchange.rates {VaR}</td><td align="right">R Documentation</td></tr></table>
<h2>EUR/USD, USD/JPY, USD/CHF and GPD/USD Exchange Rates</h2>


<h3>Description</h3>

<p>
Data on the currencies exchange rates for USD, EUR, CHF, GPD. Data covers a
period from 03-01-2000 till 22-08-2003.
</p>


<h3>Usage</h3>

<pre>data(exchange.rates)</pre>


<h3>Format</h3>

<p>
A data frame with 950 observations on the following 5 variables.
<dl>
<dt>date</dt><dd>a POSIXt object containing dates.</dd>
<dt>EURUSD</dt><dd>a numeric vector. EUR against USD exchange rate.</dd>
<dt>USDJPY</dt><dd>a numeric vector. USD against JPY exchange rate.</dd>
<dt>USDCHF</dt><dd>a numeric vector. USD against CHF exchange rate.</dd>
<dt>GPDUSD</dt><dd>a numeric vector. GPD against USD exchange rate.</dd>
</dl>

<h3>Source</h3>

<p>
<a href="http://www.federalreserve.gov/releases/">http://www.federalreserve.gov/releases/</a>
</p>


<h3>Examples</h3>

<pre>
data(exchange.rates)
attach(exchange.rates)
plot(date, USDJPY, xlab = "Time", ylab = "Exchange Rate", main = "USD/JPY Exchange Rate", type = "l")
axis.POSIXct(1, date)
detach(exchange.rates)
</pre>



<hr><div align="center">[Package <em>VaR</em> version 0.2 <a href="00Index.html">Index</a>]</div>

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